Morgan Stanley Call 40 G1A 20.12.2024
/ DE000ME5YSR4
Morgan Stanley Call 40 G1A 20.12..../ DE000ME5YSR4 /
| 10/29/2024 8:17:45 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
40.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YSR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/28/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
0.52 |
| Time value: |
0.11 |
| Break-even: |
46.30 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
5.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.97% |
| 3 Months |
|
|
+144.83% |
| YTD |
|
|
+102.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.780 |
0.680 |
| 6M High / 6M Low: |
0.830 |
0.206 |
| High (YTD): |
10/17/2024 |
0.830 |
| Low (YTD): |
6/6/2024 |
0.206 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.63% |
| Volatility 6M: |
|
127.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
